Dear Jayesh,
Thanks a lot for your information. However, I can't find the relevant
reference. Do you mean the one titled the panel data time- series
model? This is not what I am looking for exactly.
Sincerely,
Zhou
On Fri, 28 Jan 2005 22:39:29 +0530, [email protected] <[email protected]> wrote:
> Dear Zhou:
>
> You can find all the listings from 2002 June onwards at
> http://www.stata.com/statalist/archive/
>
> HTH,
>
> Jayesh
> ========================================
> Jayesh Kumar
> Assistant Professor of Finance, Xavier Institute of Management,
> Visit: www.ximb.ac.in/~jayesh
>
> zhou liu
> <[email protected] To: [email protected]
> > cc:
> Sent by: Subject: Re: st: RE: Panel VAR
> owner-statalist@hsphsun2.
> harvard.edu
>
> 01/28/2005 10:35 PM
> Please respond to
> statalist
>
>
> Hi, Nick, actually, I just subscribed. Could you please forward me
> Gustavo's paper? Thanks alot, Zhou
>
>
> On Fri, 28 Jan 2005 16:57:52 -0000, Nick Cox <[email protected]> wrote:
> > Second question has already been answered
> > by Gustavo Sanchez, 25 jan 2005.
> >
> > Nick
> > [email protected]
> >
> > zhou liu
> >
> > > Could anybody please tell me how to estimate panel VAR models in
> > > STATA? Also, how do you graph impulse response functions after VAR
> > > estimation? Thanks a lot.
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
>
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*
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